José Ramón Pintos

Publication Activity (10 Years)

Years Active: 2008-2012
Publications (10 Years): 0

Top Topics

Sensitivity Analysis

Numerical Scheme

Top Venues

Math. Comput. Simul.

Publications

Rafael Company, Lucas Jódar, José Ramón Pintos
A consistent stable numerical scheme for a nonlinear option pricing model in illiquid markets. Math. Comput. Simul. 82 (10) (2012)
M. Consuelo Casabán, Rafael Company, Lucas Jódar, José Ramón Pintos
Numerical analysis and computing of a non-arbitrage liquidity model with observable parameters for derivatives. Comput. Math. Appl. 61 (8) (2011)
Rafael Company, Lucas Jódar, José Ramón Pintos, M. D. Roselló
Computing option pricing models under transaction costs. Comput. Math. Appl. 59 (2) (2010)
Rafael Company, Lucas Jódar, José Ramón Pintos
Numerical analysis and computing for option pricing models in illiquid markets. Math. Comput. Model. 52 (7-8) (2010)
Rafael Company, Lucas Jódar, José Ramón Pintos
A numerical method for European Option Pricing with transaction costs nonlinear equation. Math. Comput. Model. 50 (5-6) (2009)
Rafael Company, Enrique A. Navarro, José Ramón Pintos, Enrique Ponsoda
Numerical solution of linear and nonlinear Black-Scholes option pricing equations. Comput. Math. Appl. 56 (3) (2008)